February 14, 2017 / 11:53 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.38 pct

  Feb 14 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.38 percent on
Tuesday compared with 6.36 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.63 percent on Tuesday. One-month, two-month, three-month,
six-month and one-year swaps and benchmark rates are given in
the table below.
--------------------------------------------------------------
                   dlr/rupee      In percent    Implied rupees
  (Spot to)       (paise)       (annualised)  Interest rates(%)
--------------------------------------------------------------
  1M(16/03/17)   25.00/26.00    04.87/05.06   05.65/05.85
  2M(17/04/17)   59.25/61.25    05.38/05.57   06.25/06.43
  3M(16/05/17)   85.25/87.25    05.22/05.35   06.29/06.41
  6M(16/08/17)  163.75/165.75   04.93/04.99   06.32/06.38
  1Y(16/02/18)  313.00/315.00   04.68/04.71   06.49/06.52
    Spot rate : 1$ = 66.9439 rupees (Source - RBI reference
rate from Thomson Reuters page                     
    Note: Figures in brackets indicate negative values.
    The US Dollar LIBOR rates are published by the British
Bankers' Association and sourced from the Thomson Reuters page
          .
    The implied benchmark rates will be available on Thomson Reuters
pages by typing          or            followed by the ENTER key
or double-clicking         ,           .
    Refer to Thomson Reuters page            for the calculation
methodology.
    FIMMDA refers to Fixed Income Money Market and Derivatives
Association of India.
  
($1=0)

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